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On the jump activity index for semimartingales Journal article
Jing B.-Y., Kong X.-B., Liu Z., Mykland P.. On the jump activity index for semimartingales[J]. Journal of Econometrics, 2012, 166(2), 213-223.
Authors:  Jing B.-Y.;  Kong X.-B.;  Liu Z.;  Mykland P.
Favorite | TC[WOS]:48 TC[Scopus]:51 | Submit date:2019/02/14
High Frequency  Jump Activity Index  Power Variation  Semimartingale  Stable Convergence